TY  - BOOK
AU  - Christopherson, Jon A.; Carino, David Runge; Ferson, Wayne E.
TI  -  Portfolio performance measurement and benchmarking
SN  - 978-0070683389
U1  - 332.6 CHR 
PY  - 2009///
CY  - New Delhi
PB  - Tata McGraw Hill
KW  - Portfolio management
KW  - Bench marking (Management)
KW  - Investment analysis
N1  - Gratis Received from the Publisher; What is performance and benchmarking? --
Asset class return expectations --
Returns without cash flows --
Average returns --
Returns in the presence of cash flows --
Comparing two portfolio returns --
Some foundations --
Estimating the elements of the CAPM --
What is risk? --
Risk-adjusted return measures --
Fixed-income risk --
Conditional performance evaluation --
Market timing --
Factor models --
Factors of equity returns in the United States --
Factor model (Barra) performance attribution --
Contributions to return. Performance attribution --
Linking attribution effects --
Benchmarks and knowledge --
Elements of a desirable benchmark --
Index weighting --
Practical issues with building indexes --
Styles, factors, and equity benchmarks --
Equity style indexes: tools for better performance evaluation and plan management --
Russell style index methodology --
U.S. equity benchmarks --
Global and international equity benchmarks --
Fixed-income benchmarks --
Real estate benchmarks --
Hedge fund universes --
Determining investment style --
GIPS: global investments performance standards
N2  - This state-of-the-art guidebook to performance evaluation of managed asset portfolios covers a wide variety of performance measurement methodologies and evaluation techniques
ER  -